| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 965991.2803 | 881218.4364 | 84772.8439 | 401419.5758 | -217632.6434 | 619052.2192 |
| Total P&L (%) | 965.9913 | 881.2184 | 84.7728 | 401.4196 | -217.6326 | 619.0522 |
| Avg Daily Profit (%) | 0.4637 | 0.423 | 0.0407 | 0.0774 | 0 | 0.0947 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115522 | -69736 | -116175 | -921196 | -960606 | -386185 |
| Profit Factor | 2.483 | 3.9529 | 1.2402 | 1.0971 | 0.8929 | 1.2947 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
| Profitability (%) | 38.6792 | 33.9623 | 43.3962 | 38.6792 | 33.9623 | 43.3962 |
| Ratio Avg Win / Avg Loss | 3.9364 | 7.6861 | 1.6176 | 1.7394 | 1.7362 | 1.6888 |
| Largest Winning Trade | 824291 | 824291 | 65484 | 503733 | 451518 | 503733 |
| Largest Losing Trade | -45481 | -28118 | -45481 | -350184 | -257994 | -350184 |
| Avg Bars in Trades | 230 | 191 | 269 | 230 | 191 | 269 |
| Avg Bars in Winners | 377 | 308 | 431 | 377 | 308 | 431 |
| Avg Bars in Losers | 137 | 130 | 145 | 137 | 130 | 145 |
| Bars Traded | 24414 | 10127 | 14287 | 24414 | 10127 | 14287 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392526 | -169598 | -320339 | -206262 | -764570 | -247518 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1580968800000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759090606333,
"expiration_time": 1765568822400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 150,
"offset": 118
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 82,
"offset": 36
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
965991.2802895026,
881218.4363618523,
84772.8439276509,
401419.5757697548,
-217632.6433857736,
619052.2191555282
],
[
965.99128,
881.218436,
84.772844,
401.419576,
-217.632643,
619.052219
],
[
0.463732,
0.423036,
0.040696,
0.077428,
0,
0.094749
],
[
10,
10,
10,
10,
10,
10
],
[
-115522,
-69736,
-116175,
-921196,
-960606,
-386185
],
[
2.482959,
3.952867,
1.240173,
1.09713,
0.89292,
1.294735
],
[
106,
53,
53,
106,
53,
53
],
[
41,
18,
23,
41,
18,
23
],
[
65,
35,
30,
65,
35,
30
],
[
38.679245,
33.962264,
43.396226,
38.679245,
33.962264,
43.396226
],
[
3.936399,
7.68613,
1.617617,
1.739353,
1.736233,
1.688785
],
[
824291,
824291,
65484,
503733,
451518,
503733
],
[
-45481,
-28118,
-45481,
-350184,
-257994,
-350184
],
[
230,
191,
269,
230,
191,
269
],
[
377,
308,
431,
377,
308,
431
],
[
137,
130,
145,
137,
130,
145
],
[
24414,
10127,
14287,
24414,
10127,
14287
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392526,
-169598,
-320339,
-206262,
-764570,
-247518
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1580968800000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759090606333,
"expiration_time": 1765568822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 150,
"offset": 118
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 82,
"offset": 36
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|